+427.0%
DUK vs FN
+2,887.5%
-2,460.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.4% | -2.0% |
| 7D | +0.3% | 0.0% | +0.4% | +0.2% |
| 30D | +10.6% | -34.3% | +44.9% | +11.6% |
| 3M | +4.0% | -39.9% | +43.9% | +5.0% |
| 6M | +3.6% | -51.8% | +55.4% | +4.9% |
| YTD | +11.9% | -28.1% | +40.0% | +11.6% |
| 1Y | +6.7% | -29.1% | +35.7% | +6.4% |
| 3Y | +59.4% | +102.4% | -43.0% | +50.1% |
| 5Y | +52.4% | +171.7% | -119.3% | +39.9% |
| 10Y | +148.2% | +773.5% | -625.4% | +114.5% |
| All | +427.0% | +2,887.5% | -2,460.5% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling